+274.5%
IR vs BBY
+139.1%
+135.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.7% | -0.7% |
| 7D | -3.1% | +0.7% | -3.7% | -3.3% |
| 30D | -14.0% | +5.8% | -19.8% | -15.9% |
| 3M | +3.7% | +18.0% | -14.3% | -2.9% |
| 6M | -15.4% | +39.8% | -55.2% | -26.3% |
| YTD | -7.7% | +35.4% | -43.1% | -19.0% |
| 1Y | -8.8% | +21.4% | -30.2% | -16.9% |
| 3Y | +5.6% | +39.5% | -33.9% | -12.4% |
| 5Y | +34.3% | -0.5% | +34.8% | +21.8% |
| All | +274.5% | +139.1% | +135.5% | +172.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BBY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling